-16.9%
MCHP vs PRU
+42.9%
-59.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.7% |
| 7D | -22.6% | +3.8% | -26.3% | -24.5% |
| 30D | -20.1% | +9.0% | -29.2% | -25.2% |
| 3M | -25.4% | +2.1% | -27.6% | -26.8% |
| 6M | -38.4% | +25.4% | -63.8% | -49.0% |
| YTD | -3.7% | +13.5% | -17.2% | -14.4% |
| 1Y | +11.7% | +21.3% | -9.6% | -5.8% |
| 3Y | -16.1% | +55.1% | -71.2% | -41.3% |
| 5Y | -16.9% | +43.6% | -60.5% | -37.5% |
| All | -16.9% | +42.9% | -59.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling